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Mortgage timing
16 references·16 citing·45 second hopsampled
Mortgage timing (2009)Mortgage timingDo macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Household Finance (2006)Household FinanceConsumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Bond Risk Premia (2005)Bond Risk PremiaPortfolio Choice in the Presence of Housing (2004)Portfolio Choice in the Prese…A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)Expectation puzzles, time-var…Specification Analysis of Affine Term Structure Models (2000)Specification Analysis of Aff…The Conquest of American Inflation (1999)The Conquest of American Infl…Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…An Exact Bond Option Formula (1989)An Exact Bond Option FormulaThe Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)The Volatility of Long-Term I…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Mortgage Refinancing, Consumer Spending, and Competition: Evidence from the Home Affordable Refinance Program (2022)Mortgage Refinancing, Consume…The cost of steering in financial markets: Evidence from the mortgage market (2021)The cost of steering in finan…The Banking View of Bond Risk Premia (2020)The Banking View of Bond Risk…Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty (2019)Houses as ATMs: Mortgage Refi…Financial illiteracy and mortgage refinancing decisions (2018)Financial illiteracy and mort…Complex Mortgages (2018)Complex MortgagesWhat Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages (2017)What Calls to ARMs? Internati…Payment Size, Negative Equity, and Mortgage Default (2017)Payment Size, Negative Equity…How Does Bank Capital Affect the Supply of Mortgages? Evidence from a Randomized Experiment (2016)How Does Bank Capital Affect …HOUSING DYNAMICS OVER THE BUSINESS CYCLE (2016)HOUSING DYNAMICS OVER THE BUS…Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities (2015)Revisiting the Risk-Neutral A…Housing, Finance, and the Macroeconomy (2015)Housing, Finance, and the Mac…Securitization and the Fixed-Rate Mortgage (2014)Securitization and the Fixed-…Evidence on the Benefits of Alternative Mortgage Products (2013)Evidence on the Benefits of A…International Comparison of Mortgage Product Offerings (2010)International Comparison of M…Cyclicality of Credit Supply: Firm Level Evidence (2010)Cyclicality of Credit Supply:…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Consumption Over the Life Cycle (2002)Cognitive Ability and Portfolio Choice (2010)Financial Literacy, Retirement Planning and Household Wealth (2012)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Cointegration and Tests of Present Value Models (1987)The Information in Long-Maturity Forward Rates (1987)Term Premia and Interest Rate Forecasts in Affine Models (2002)An equilibrium characterization of the term structure (1977)Discretion versus policy rules in practice (1993)A consumption-based model of the term structure of interest rates☆ (2005)Macro Factors in Bond Risk Premia (2009)The Econometrics of Financial Markets (2012)A Theory of the Term Structure of Interest Rates (1985)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Expected Stock Returns and Variance Risk Premia (2009)How Sovereign Is Sovereign Credit Risk? (2011)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Stochastic Differential Equations and Diffusion Processes (1983)Basel Committee On Banking Supervision (2010)Common risk factors in the returns on stocks and bonds (1993)The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior (2001)Trusting the Stock Market (2005)Baby Boomer retirement security: The roles of planning, financial literacy, and housing wealth (2007)Financial Literacy and Stock Market Participation (2007)The Economic Importance of Financial Literacy: Theory and Evidence (2014)Option pricing: A simplified approach (1979)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 2006Household Finance2,391 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 2000Specification Analysis of Affine Term Structure Models1,708 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2005Bond Risk Premia1,546 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2004Portfolio Choice in the Presence of Housing1,004 cited
  • 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 1999The Conquest of American Inflation757 cited
  • 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1989An Exact Bond Option Formula731 cited
  • Cited by

    • 2015Housing, Finance, and the Macroeconomy135 cited
    • 2017Payment Size, Negative Equity, and Mortgage Default132 cited
    • 2021The cost of steering in financial markets: Evidence from the mortgage market126 cited
    • 2019Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty110 cited
    • 2014Securitization and the Fixed-Rate Mortgage107 cited
    • 2013Evidence on the Benefits of Alternative Mortgage Products103 cited
    • 2016HOUSING DYNAMICS OVER THE BUSINESS CYCLE91 cited
    • 2010International Comparison of Mortgage Product Offerings90 cited
    • 2018Complex Mortgages84 cited
    • 2022Mortgage Refinancing, Consumer Spending, and Competition: Evidence from the Home Affordable Refinance Program84 cited
    • 2010Cyclicality of Credit Supply: Firm Level Evidence80 cited
    • 2017What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages78 cited
    • 2020The Banking View of Bond Risk Premia70 cited
    • 2015Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawal Guarantees in Variable Annuities65 cited
    • 2018Financial illiteracy and mortgage refinancing decisions58 cited
    • 2016How Does Bank Capital Affect the Supply of Mortgages? Evidence from a Randomized Experiment37 cited